VariableImportance.hpp

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#pragma once
 
#include "utils/Types.hpp"
 
namespace ppforest2 {
  struct Tree;
  struct Forest;
  struct VariableImportance {
    types::FeatureVector permuted;
    types::FeatureVector projections;
    types::FeatureVector weighted_projections;
    types::FeatureVector scale;
  };

  types::FeatureVector variable_importance_permuted(Forest const& forest,
                                                    types::FeatureMatrix const& x,
                                                    types::ResponseVector const& y,
                                                    int seed = 0);

  types::FeatureVector
  variable_importance_projections(Forest const& forest, int n_vars, types::FeatureVector const* scale = nullptr);

  types::FeatureVector
  variable_importance_projections(Tree const& tree, int n_vars, types::FeatureVector const* scale = nullptr);

  types::FeatureVector variable_importance_weighted_projections(Forest const& forest,
                                                                types::FeatureMatrix const& x,
                                                                types::ResponseVector const& y,
                                                                types::FeatureVector const* scale = nullptr);
}